Related papers: Evaluation of the Lyapunov exponent for generalize…
For time-delay systems, it is known that global asymptotic stability is guaranteed by the existence of a Lyapunov-Krasovskii functional that dissipates in a point-wise manner along solutions, namely whose dissipation rate involves only the…
In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems. Weaker…
We carry out extensive computer simulations to study the Lyapunov instability of a two-dimensional hard disk system in a rectangular box with periodic boundary conditions. The system is large enough to allow the formation of Lyapunov modes…
Covariant Lyapunov vectors characterize the directions along which perturbations in dynamical systems grow. They have also been studied as predictors of critical transitions and extreme events. For many applications like, for example,…
We investigate the predictability problem in dynamical systems with many degrees of freedom and a wide spectrum of temporal scales. In particular, we study the case of $3D$ turbulence at high Reynolds numbers by introducing a finite-size…
Suppose that A_1,\dots, A_N are independent random matrices whose atoms are iid copies of a random variable \xi of mean zero and variance one. It is known from the works of Newman et. al. in the late 80s that when \xi is gaussian then…
In this paper we comment the results of ``Statistics of the Lyapunov Exponent in 1D random periodic-on-Average Systems" [Phys. Rev. Lett. {\bf 81}, 5390, 1998].
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
We demonstrate the extension of unpredictable motions in coupled autonomous systems with skew product structure in the case that generalized synchronization takes place. Sufficient conditions for the existence of unpredictable motions in…
We investigate the uniform stability properties of discrete-time linear switched systems subject to arbitrary switching, focusing on the "marginally unstable" regime in which the system is not Lyapunov stable but in which trajectories…
In the study of chaotic behaviour of systems of many hard spheres, Lyapunov exponents of small absolute value exhibit interesting characteristics leading to speculations about connections to non-equilibrium statistical mechanics. Analytical…
We establish (i) stability of Lyapunov exponents and (ii) convergence in probability of Oseledets spaces for semi-invertible matrix cocycles, subjected to small random perturbations. The first part extends results of Ledrappier and Young to…
We study relative dispersion of passive scalar in non-ideal cases, i.e. in situations in which asymptotic techniques cannot be applied; typically when the characteristic length scale of the Eulerian velocity field is not much smaller than…
In this paper, we present a novel approach to determine the stability of switched linear and nonlinear systems using Sum of Squares optimisation. Particularly, we use Sum of Squares optimisation to search for a Lyapunov function that…
We first study i.i.d. products of finitely many invertible $2 \times 2$ matrices with positive entries, and prove that the top Lyapunov exponent admits an explicit, rapidly convergent Neumann-series-type representation involving an infinite…
We study the stability of $\mathcal{M}_0$, an invariant subset of a Markov process $(X_t)_{t\geq 0}$ on a metric space $\mathcal{M}$. By building the theory of average Lyapunov functions, we formulate general criteria based on the signs of…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
The paper provides a new integral formula for the largest Lyapunov exponent of Gaussian matrices, which is valid in the real, complex and quaternion-valued cases. This formula is applied to derive asymptotic expressions for the largest…
Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…
In this work we study the asymptotic behavior of a class of damped second-order gradient systems $$ \ddot{u}(t) + a\dot{u}(t) + \nabla W(u(t)) = 0, $$ under assumptions ensuring local convexity of the potential near equilibrium and…